repository·master·Indexed 19 days ago
https://github.com/connamara/quickfixnA .NET implementation of the FIX (Financial Information eXchange) protocol for building financial messaging applications. Includes documentation on using DDTool for Data Dictionary analysis and code generation, implementing acceptors and clients, managing SSL certificates via GenerateKeys, and integrating Serilog for logging. Provides guidance on building and testing with the dotnet CLI and installing version-specific message definitions (FIX 4.0 through 4.4) via NuGet.
To create a basic acceptor, you need two main components:
Program.cs): Use the Session settings file to initialize and start a new acceptor object.SimpleAcceptorApp.cs): Implement the Application interface. This is where you define how your application responds to FIX events.Configuration is handled via a .cfg file (e.g., simpleacc.cfg) which defines the FIX Sessions the acceptor will manage.
The Executor example demonstrates how to build an acceptor that actively processes business logic by 'cracking' messages.
Key Patterns:
MessageCracker and implement the Application interface.OnMessage callbacks based on the incoming message type.NewOrderSingle with an ExecutionReport), you must create the response message using the same FIX version namespace as the initiator. If the versions do not match, the counterparty will reject the message.To parse Data Dictionaries and generate code, use the following command structure. You must specify the repository root using --reporoot and the destination directory for the generated files using --outputdir, followed by the paths to the Data Dictionary files you wish to process.
Arguments:
--reporoot <qfRepoDir>: The directory of the QuickFIX/n repository.--outputdir <destDir>: The directory where generated files should be placed.<ddFile> <ddFile>...: One or more paths to Data Dictionary files.> dotnet run --project DDTool --reporoot <qfRepoDir> --outputdir <destDir> <ddFile> <ddFile>...To use FIXT 1.1 message definitions in your .NET project, you must install this NuGet package.
Dependency Requirement:
If you are using a QuickFIXn.FIX5* package, you must include this package in addition to the QuickFIXn.Core package to ensure all FIXT 1.1 message definitions are available.
<!-- Note: The package name changed in v1.14. Ensure you use the correct name for your version. -->
<!-- For v1.14 and later: QuickFIXn.FIXT1.1 (or similar based on NuGet registry) -->
<!-- For versions prior to v1.14: QuickFIXn.FIXT1.1 (with the extra period) -->The repository includes several example applications to demonstrate different FIX roles. You can run these by navigating to their respective directories and using the dotnet run command followed by the path to a configuration file.
Available Examples:
MessageCracker to parse incoming orders and sends back ExecutionReport responses.# Run SimpleAcceptor
cd Examples/SimpleAcceptor && dotnet run simpleacc.cfg
# Run Executor
cd Examples/Executor && dotnet run executor.cfg
# Run TradeClient
cd Examples/TradeClient && dotnet run tradeclient.cfgDDTool is a Data Dictionary (DD) analyzer and code generator for QuickFIX/n. To use DDTool to parse and analyze Data Dictionaries without generating any code, run the tool using dotnet run and provide one or more <ddFile> paths as arguments.
> dotnet run --project DDTool <ddFile> <ddFile>...QuickFIX/n uses DDTool, a C#-based tool that analyzes DataDictionary files to regenerate source code for message and field classes.
You can trigger the code generation process by running the provided PowerShell script from the repository root:
pwsh scripts\Generate-Message-Sources.ps1To use FIX 4.2 message definitions in your .NET project, install the QuickFIX/n message definitions package.
Important: Starting with version 1.14, the package name has changed. Ensure you use the correct name based on your version requirements.
Dependency Requirement: You must also have the QuickFIXn.Core package installed in your project for these definitions to function.
# For v1.14 and later:
# Use the updated package name (no period before 4.2)
# (Package name depends on specific NuGet implementation, but note the naming convention change)
# For versions prior to v1.14:
# The package name included an extra period: "FIX4.2"Starting with version v1.14, the naming convention for this package changed.
FIXT1.1).To use FIX 4.0 message definitions in your .NET project, you must install the QuickFIX/n FIX 4.0 NuGet package.
Important: Starting with version 1.14, the package name changed. Ensure you are using the correct name based on your version requirements:
QuickFIXn.FIX40 or similar, depending on the specific NuGet ID provided by the registry).QuickFIXn.FIX4.0).Requirement: This package is a set of message definitions and requires the QuickFIXn.Core package to be installed in your project to function.
<!-- Note: The exact NuGet command depends on your package manager, but ensure you include QuickFIXn.Core -->
# Example requirement
# QuickFIXn.CoreTo use FIX 4.1 message definitions in your .NET project, you must install the QuickFIX/n FIX 4.1 NuGet package.
Important Requirements:
QuickFIXn.Core package for these definitions to function.v1.14, the package name was changed. If you are looking for the current version, use the name without the extra period. If you are working on a legacy project using a version prior to v1.14, the package name includes a period (e.g., FIX4.1).# For v1.14 and later:
# Install the FIX 4.1 definitions and the required Core package
dotnet add package QuickFIXn.FIX41
dotnet add package QuickFIXn.Core
# For versions prior to v1.14 (Legacy):
# The package name included an extra period
dotnet add package QuickFIXn.FIX4.1
dotnet add package QuickFIXn.CoreQuickFIX/n uses the dotnet CLI for building and testing.
To build the project, run:
dotnet buildTo run all unit and acceptance tests (using NUnit):
dotnet testTo run specific test suites:
dotnet test UnitTestsdotnet test AcceptanceTests dotnet test -l "console;verbosity=detailed" AcceptanceTest* **Filtering**: Use the `--filter` flag to run a specific test case or suite (e.g., `Fix44Test`):
```bash
dotnet test --filter Fix44Test AcceptanceTestNote: Acceptance Test logs are stored in bin/Debug/net<NN>/log.
dotnet build
dotnet test